LGJun 17, 2023
FP-IRL: Fokker-Planck Inverse Reinforcement Learning -- A Physics-Constrained Approach to Markov Decision ProcessesChengyang Huang, Siddhartha Srivastava, Kenneth K. Y. Ho et al.
Inverse reinforcement learning (IRL) is a powerful paradigm for uncovering the incentive structure that drives agent behavior, by inferring an unknown reward function from observed trajectories within a Markov decision process (MDP). However, most existing IRL methods require access to the transition function, either prescribed or estimated \textit{a priori}, which poses significant challenges when the underlying dynamics are unknown, unobservable, or not easily sampled. We propose Fokker--Planck inverse reinforcement learning (FP-IRL), a novel physics-constrained IRL framework tailored for systems governed by Fokker--Planck (FP) dynamics. FP-IRL simultaneously infers both the reward and transition functions directly from trajectory data, without requiring access to sampled transitions. Our method leverages a conjectured equivalence between MDPs and the FP equation, linking reward maximization in MDPs with free energy minimization in FP dynamics. This connection enables inference of the potential function using our inference approach of variational system identification, from which the full set of MDP components -- reward, transition, and policy -- can be recovered using analytic expressions. We demonstrate the effectiveness of FP-IRL through experiments on synthetic benchmarks and a modified version of the Mountain Car problem. Our results show that FP-IRL achieves accurate recovery of agent incentives while preserving computational efficiency and physical interpretability.
QUANT-PHFeb 3, 2020
Generative and discriminative training of Boltzmann machine through Quantum annealingSiddhartha Srivastava, Veera Sundararaghavan
A hybrid quantum-classical method for learning Boltzmann machines (BM) for a generative and discriminative task is presented. Boltzmann machines are undirected graphs with a network of visible and hidden nodes where the former is used as the reading site while the latter is used to manipulate visible states' probability. In Generative BM, the samples of visible data imitate the probability distribution of a given data set. In contrast, the visible sites of discriminative BM are treated as Input/Output (I/O) reading sites where the conditional probability of output state is optimized for a given set of input states. The cost function for learning BM is defined as a weighted sum of Kullback-Leibler (KL) divergence and Negative conditional Log-Likelihood (NCLL), adjusted using a hyperparamter. Here, the KL Divergence is the cost for generative learning, and NCLL is the cost for discriminative learning. A Stochastic Newton-Raphson optimization scheme is presented. The gradients and the Hessians are approximated using direct samples of BM obtained through Quantum annealing (QA). Quantum annealers are hardware representing the physics of the Ising model that operates on low but finite temperature. This temperature affects the probability distribution of the BM; however, its value is unknown. Previous efforts have focused on estimating this unknown temperature through regression of theoretical Boltzmann energies of sampled states with the probability of states sampled by the actual hardware. This assumes that the control parameter change does not affect the system temperature, however, this is not usually the case. Instead, an approach that works on the probability distribution of samples, instead of the energies, is proposed to estimate the optimal parameter set. This ensures that the optimal set can be obtained from a single run.